Skip to main content
Keyword: semiparametric estimation.;
3 results found.
Return to Latest Publications
We develop a sequence of tests for specifying the cointegrating rank of, possibly fractional, multiple time series. Memory parameters of observables are treated as unknown, as are those of possible cointegrating errors. ...Read more...
Liudas Giraitis and Peter M Robinson
The semiparametric local Whittle or Gaussian estimate of the long memory parameter is known to have especially nice limiting distributional properties, being asymptotically normal with a limiting variance that is complet...Read more...
Marcia M Schafgans
This paper is an empirical study on the labor force in (Peninsular) Malaysia. It applies both parametric and semiparametric sample selection methods to the estimation of wage equations. These equations are then used to a...Read more...